Turning Off all devices with new Apple TV

Just bought anew Apple TV and I can't get it turn off along with all of the hooked up devices such as my tv and sound system. I select menu, press go to sleep. The Apple TV, TV and sound system click off BUT within 3 minutes everything turns on again. Did anyone experience this as well and if so, how do you fix the problem and turn everything off without having to unplug it all like I have been doing? Thanks!